Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 80 000 | 25 000 | 80 000 | 24 608 | 52 071 CHF | 16 271 CHF | 93,01% | 93,01% |
14/08/2024 | 1,68% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 71 545 | 22 808 | 47 673 CHF | 15 455 CHF | 98,67% | 98,67% |
13/08/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 76 803 | 25 000 | 54 512 CHF | 18 011 CHF | 96,64% | 96,64% |
12/08/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 80 000 | 25 000 | 80 000 | 25 000 | 55 689 CHF | 17 653 CHF | 100,00% | 100,00% |
09/08/2024 | 1,39% | 0,69 CHF | 0,70 CHF | 80 000 | 25 000 | 76 045 | 25 000 | 54 455 CHF | 18 169 CHF | 100,00% | 100,00% |
08/08/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 54 780 CHF | 19 814 CHF | 97,81% | 97,81% |
07/08/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 953 CHF | 19 519 CHF | 94,49% | 94,49% |
06/08/2024 | 1,69% | 0,81 CHF | 0,82 CHF | 70 000 | 25 000 | 64 304 | 18 844 | 53 267 CHF | 15 945 CHF | 99,34% | 99,34% |
02/08/2024 | 4,87% | 0,71 CHF | 0,74 CHF | 80 000 | 5 000 | 86 003 | 5 000 | 53 236 CHF | 3 259 CHF | 97,91% | 97,91% |
31/07/2024 | 1,93% | 0,56 CHF | 0,57 CHF | 90 000 | 20 000 | 91 210 | 18 985 | 51 275 CHF | 10 907 CHF | 30,66% | 30,66% |